CME Australian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7331 |
0.7346 |
0.0015 |
0.2% |
0.7398 |
| High |
0.7372 |
0.7369 |
-0.0003 |
0.0% |
0.7433 |
| Low |
0.7324 |
0.7293 |
-0.0031 |
-0.4% |
0.7277 |
| Close |
0.7352 |
0.7302 |
-0.0050 |
-0.7% |
0.7331 |
| Range |
0.0048 |
0.0076 |
0.0028 |
58.3% |
0.0156 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.7% |
0.0000 |
| Volume |
64,724 |
78,127 |
13,403 |
20.7% |
380,901 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7549 |
0.7501 |
0.7343 |
|
| R3 |
0.7473 |
0.7425 |
0.7322 |
|
| R2 |
0.7397 |
0.7397 |
0.7315 |
|
| R1 |
0.7349 |
0.7349 |
0.7308 |
0.7335 |
| PP |
0.7321 |
0.7321 |
0.7321 |
0.7314 |
| S1 |
0.7273 |
0.7273 |
0.7295 |
0.7259 |
| S2 |
0.7245 |
0.7245 |
0.7288 |
|
| S3 |
0.7169 |
0.7197 |
0.7281 |
|
| S4 |
0.7093 |
0.7121 |
0.7260 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7729 |
0.7417 |
|
| R3 |
0.7659 |
0.7573 |
0.7374 |
|
| R2 |
0.7503 |
0.7503 |
0.7360 |
|
| R1 |
0.7417 |
0.7417 |
0.7345 |
0.7382 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7330 |
| S1 |
0.7261 |
0.7261 |
0.7317 |
0.7226 |
| S2 |
0.7191 |
0.7191 |
0.7302 |
|
| S3 |
0.7035 |
0.7105 |
0.7288 |
|
| S4 |
0.6879 |
0.6949 |
0.7245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7395 |
0.7277 |
0.0118 |
1.6% |
0.0061 |
0.8% |
21% |
False |
False |
76,531 |
| 10 |
0.7473 |
0.7277 |
0.0196 |
2.7% |
0.0061 |
0.8% |
13% |
False |
False |
78,608 |
| 20 |
0.7557 |
0.7277 |
0.0280 |
3.8% |
0.0062 |
0.9% |
9% |
False |
False |
83,123 |
| 40 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0065 |
0.9% |
34% |
False |
False |
88,428 |
| 60 |
0.7557 |
0.7173 |
0.0385 |
5.3% |
0.0063 |
0.9% |
34% |
False |
False |
74,515 |
| 80 |
0.7557 |
0.7111 |
0.0447 |
6.1% |
0.0062 |
0.8% |
43% |
False |
False |
55,923 |
| 100 |
0.7606 |
0.7111 |
0.0496 |
6.8% |
0.0062 |
0.8% |
39% |
False |
False |
44,747 |
| 120 |
0.7779 |
0.7111 |
0.0669 |
9.2% |
0.0062 |
0.8% |
29% |
False |
False |
37,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7567 |
|
1.618 |
0.7491 |
|
1.000 |
0.7445 |
|
0.618 |
0.7415 |
|
HIGH |
0.7369 |
|
0.618 |
0.7339 |
|
0.500 |
0.7331 |
|
0.382 |
0.7322 |
|
LOW |
0.7293 |
|
0.618 |
0.7246 |
|
1.000 |
0.7217 |
|
1.618 |
0.7170 |
|
2.618 |
0.7094 |
|
4.250 |
0.6970 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7331 |
0.7324 |
| PP |
0.7321 |
0.7317 |
| S1 |
0.7311 |
0.7309 |
|